+36.5%
XLB vs IP
-17.2%
+53.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.1% |
| 7D | -1.4% | -5.3% | +3.9% | +0.3% |
| 30D | -0.4% | -10.9% | +10.5% | +3.3% |
| 3M | +2.0% | +11.2% | -9.2% | -2.1% |
| 6M | +1.8% | -10.2% | +12.1% | +4.2% |
| YTD | +16.6% | -2.0% | +18.6% | +15.2% |
| 1Y | +16.9% | -19.1% | +36.0% | +23.0% |
| 3Y | +32.6% | +20.9% | +11.7% | +12.7% |
| All | +36.5% | -17.2% | +53.7% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling